A subcopula based dependence measure
Work
Year: 2017
Type: article
Abstract: A dependence measure for arbitrary type pairs of random variables is proposed and analyzed, which in the particular case where both random variables are continuous turns out to be a concordance measur... more
Source: Kybernetika
Author Arturo Erdely
Institution Universidad Nacional Autónoma de México
Cites: 11
Cited by: 2
Related to: 10
FWCI: 0.341
Citation percentile (by year/subfield): 32.3
Subfield: Statistics and Probability
Field: Mathematics
Domain: Physical Sciences
Open Access status: green